data(HsSP)
data(drc)
timeRange <- 54.5
idx <- order(drc)
drc <- drc[idx]
Data <- HsSP[idx]
set.seed(1234)
Data <- Data + runif(length(Data), -1e-4, 1e-4)
Grid values at which the estimation is performed:
thrResultMom <- ThrSelection(Data=Data, drc=drc, h=60, b=0.35, thetaGrid=thetaVec,
EVIestimator="Mom", useKernel=T, concent=10, bw=30, numCores=2)$thr
h <- 60
useKernel <- TRUE
concent <- 10
movThr <- TRUE
nBoot <- 30
set.seed(1234)
output <- LocalEstim(Data=Data, drc=drc, thr=thrResultMom,
thetaGrid=thetaVec, nBoot=nBoot, EVIestimator="Mom", h=h,
useKernel=useKernel, concent=concent, movThr=movThr,
TTs=c(100, 10000), timeRange=timeRange)
RLBoot <- output$RLBoot
PlotParamEstim(bootEstimates=output$xiBoot, thetaGrid=thetaVec, ylab=bquote(hat(xi)),
alpha=0.05, ylim=NULL, cex.axis=15, cex.lab=2, thrWidth=2)
PlotParamEstim(bootEstimates=output$sigBoot, thetaGrid=thetaVec, ylab=bquote(hat(sigma)),
alpha=0.05, ylim=NULL, cex.axis=15, cex.lab=2, thrWidth=2)
# 100-year level
PlotRL(RLBootList=RLBoot, thetaGrid=thetaVec, Data=Data, drc=drc,
TTs=c(100, 10000), whichPlot=1, alpha=0.05, ylim=NULL,
pointSize=1, cex.axis=15, cex.lab=2, thrWidth=2)
PolarPlotRL(RLBootList=RLBoot, thetaGrid=thetaVec, Data=Data, drc=drc,
TTs=c(100, 10000), whichPlot=1, alpha=0.05, ylim=NULL,
pointSize=4, fontSize=12, lineWidth=2)
# 10000-year level
PlotRL(RLBootList=RLBoot, thetaGrid=thetaVec, Data=Data, drc=drc,
TTs=c(100, 10000), whichPlot=2, alpha=0.05, ylim=NULL,
pointSize=1, cex.axis=15, cex.lab=2, thrWidth=2)